I have downloaded 3 times the Pronto Ext. and it will not install in the Extenisions. it can't find an extention to load it one zip file is opened up.
When you download the extension from Labs (http://labs.adobe.com/downloads/protoextension.html), it is a ZXP file. Although this technically is using the same file format/structure as a ZIP file (i.e. it's an archive), you should not be opening it up as though it is a ZIP.
Instead, you should just be double-clicking on the ZXP file, which will open Extension Manager and install it.
Alternatively, after you download the ZXP, you can open Extension Manager directly (from shortcut in Start Menu on Windows, or /Applications folder on Mac OS) and then click the Install button in there to select the downloaded ZXP file.
It's definitely showing as .zxp for me (tried on multiple computers), so I am not sure why it would be changing to .zip for you.
What browser (including version) and operating system are you using when you download the file?
Hopefully you were able to change the extension to get it to install, but I'd still like to investigate why the problem occurred for you in the first place.